Sorry if this has been requested already, but this would be a nice feature. Support for directories in formats that have them, like .pak and .pk3. This would make browsing them with XWE a hell of alot easier.

I don't remember this being requested. Regardless, this would be way too big of a change for XWE, I have to say no for now. There is an option though that you could try: View|Options|Entry List|Show full path names in entry list. This will display the full path, not just the entry name - perhaps it's easier to navigate, but you should make the name column in the list wider.